Posts Tagged ‘rejected’

Market – What To Do When Rejected

Posted by adminweb on August 2nd, 2023

We generalize the results of proposed method for modeling the market clearing by independent market operators as the solution of a black-field convex optimization drawback (Part II-E). To compute the resultant worth bounds for some multi-asset choices of interest, we apply a modified martingale optimal transport strategy. To replicate the character of worth formation in […]

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